An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure

Abstract

Change-of-measure is a powerful technique in wide use across statistics, probability, and analysis. Particularly known as Wald's likelihood ratio identity, the technique enabled the proof of a number of exact and asymptotic optimality results pertaining to the problem of quickest change-point detection. Within the latter problem's context we apply the technique to develop a numerical method to compute the generalized Shiryaev–Roberts (GSR) detection procedure's pre-change run length distribution. Specifically, the method is based on the integral equations approach and uses the collocation framework with the basis functions chosen to exploit a certain change-of-measure identity and a specific martingale property of the GSR procedure's detection statistic. As a result, the method's accuracy and robustness improve substantially, even though the method's theoretical rate of convergence is shown to be merely quadratic. A tight upper bound on the method's error is supplied as well. The method is not restricted to a particular data distribution or to a specific value of the GSR detection statistic's head start. To conclude, we offer a case study to demonstrate the proposed method at work, drawing particular attention to the method's accuracy and its robustness with respect to three factors: (1) partition size (rough vs. fine), (2) change magnitude (faint vs. contrast), and (3) average run length (ARL) to false alarm level (low vs. high). Specifically, assuming independent standard Gaussian observations undergoing a surge in the mean, we employ the method to study the GSR procedure's run length's pre-change distribution, its average (i.e., the usual ARL to false alarm), and its standard deviation. As expected from the theoretical analysis, the method's high accuracy and robustness with respect to the foregoing three factors are confirmed experimentally. We also comment on extending the method to handle other performance measures and other procedures.     

A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process

Abstract

An inferential approach is proposed to identify the nature of the generating process corresponding to a real time series. This new sequential and iterative testing procedure goes beyond the Box and Jenkins methodology for the identification, estimation, and validation of linear data generating processes by investigating the probabilistic structure of non-Gaussian estimated residuals {? _t } for the possible presence of nonlinear serial dependence. The testing procedure aims at indicating the right type of dependence present in a series by means of specific inferential tests on the moments of the generating structure probability distribution. The test statistics adopted are very popular and powerful and encompass a wide range of stochastic nonlinearity alternatives. The U.S. Industrial Production Index series is used to illustrate the iterative testing procedure proposed.     

Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series

Abstract

Optimality properties of decision procedures are studied for the quickest detection of a change-point of parameters in autoregressive and other Markov type sequences. The limit of the normalized conditional log-likelihood ratios is shown to exist for Markov chains satisfying the ergodic theorem of information theory. Then closed-form expressions for this limit are derived by making use of the time average rate of Kullback-Leibler divergence. The good properties of the detection procedures based on a sequential analysis approach are proven to hold thanks to geometric ergodicity properties of the observation processes. In particular, the window-limited CUSUM rule is shown to be optimal for detecting the disruption point in autoregressive models. Sparre Andersen models are specifically studied.     

改善工程机械用型钢冲击韧性的实践

为解决高强度高韧性工程机械用型钢质量波动的问题,研究了钢种成分、夹杂物、魏氏组织等对低温冲击韧性的影响。采取适当降低锰和钒含量、使用铝脱氧及整体塞棒包全保护浇铸等措施,并对铸坯加热制度等进行了优化。优化后的产品性能及稳定性显著提高,一次检验合格率100%,屈服强度平均461MPa,抗拉强度平均602MPa,断后伸长率平均22%,-5℃冲击值平均61J,金相组织中魏氏组织基本消除,晶粒度7.5~8.0级。     

电子制造中的引线键合工艺(英文)

文章通过总结众多相关文献的研究成果和实际引线键合工艺中的经验心得,为读者呈现较全面的有关于引线键合的介绍,包括键合时序、机台动作、关键键合参数、键合材料特性、键合工具的设计、键合机理等方面。在对一些常见的工艺问题(如不烧球、高尔夫焊点、短线尾、焊点不粘等)分析的基础上,讨论其解决方案和最近研究进展;同时也关注了铜引线键合技术发展中存在的一些问题。由于作者能力及文章篇幅的限制,仅对关键工艺及因素进行了探讨,希望能帮助读者深入了解引线键合工艺,并对实际工艺问题的解决和键合理论机理的研究有所益处。     

四旋翼无人机块控反步姿态控制器设计

针对四旋翼无人机的姿态控制问题,设计了一种基于块控反步法的姿态控制器。建立了四旋翼无人机完整的姿态运动模型,包括姿态动力学模型和空气动力学模型,并将其转化为多输入多输出非线性系统的状态空间方程。在介绍块控反步控制器的基础上,给出了积分反步姿态控制器的设计过程。将滤波器引入控制器设计中,解决了对虚拟控制律求导所产生的"计算膨胀"问题。对控制系统的Lyapunov稳定性分析表明,所设计的控制系统是稳定且指数收敛的。仿真结果表明所设计的控制器具有良好的跟踪能力和较强的鲁棒性。     

热熔黏合衬黏合机理及其在服装应用中的探讨

随着社会经济的发展,人们对服装款式、档次的要求越来越高。一件创意与设计完美的服装不仅来自于设计师创作的灵感,还来自于辅料与面料的绝佳组合。针对近几年来黏合衬实际生产和服装应用过程中出现的一些问题,同时基于国外黏合机理方面的研究成果,对热熔黏合衬的黏合机理进行了探讨,对影响压烫工艺的参数进行了分析,并介绍了黏合衬的筛选流程,以此进一步推动黏合衬的生产及其在服装上的应用。     

Solvent Free Microwave Assisted Isomerization of N‐Nitropyrazoles

This paper describes solvent‐free isomerization of N‐nitropyrazoles under microwave irradiation to achieve a new green chemistry procedure for the synthesis of C‐ nitropyrazoles in good to excellent yields. The presented procedure requires less time, offers simplified workup procedure, needs no obnoxious solvents, and may be used for the preparation of several C‐nitropyrazoles.     

Furanic compounds and furfural in different coffee products by headspace liquid-phase micro-extraction followed by gas chromatography–mass spectrometry: survey and effect of brewing procedures

In this study, the levels of furan, 2-methylfuran, 2,5-dimethylfuran, vinyl furan, 2-methoxymethyl-furan and furfural in different coffee products were evaluated. Simultaneous determination of these six furanic compounds was performed by a head space liquid-phase micro-extraction (HS-LPME) method. A total of 67 coffee powder samples were analysed. The effects of boiling and espresso-making procedures on the levels of furanic compounds were investigated. The results showed that different types of coffee samples contained different concentrations of furanic compounds, due to the various processing conditions such as temperature, degree of roasting and fineness of grind. Among the different coffee samples, the highest level of furan (6320 µg kg^?1) was detected in ground coffee, while coffee-mix samples showed the lowest furan concentration (10 µg kg^?1). Levels in brewed coffees indicated that, except for furfural, brewing by an espresso machine caused significant loss of furanic compounds.     

基于反步控制的PMSM转速跟踪研究

针对永磁同步电机(PMSM)数学模型中的非线性耦合,采用反步设计方法设计一个非线性控制器。该控制器能使伺服系统的转速、电流能够完全跟踪给定而不受非线性因素的影响。然后,利用Lyapunov稳定性理论和Barbalat引理证明了反步控制器的稳定性。最后,根据所设计的控制器搭建实验平台,实验结果显示伺服系统的转速和电流具有很好的跟踪性能和抗干扰性能。